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Multinomial VaR backtests : a simple implicit approach to backtesting expected shortfall
Kratz, Marie; Lok, Yen H.; McNeil, Alexander J. - In: Journal of banking & finance 88 (2018), pp. 393-407
Persistent link: https://www.econbiz.de/10011962940
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Evaluating Value-at-Risk forecasts : a new set of multivariate backtests
Wied, Dominik; Weiß, Gregor; Ziggel, Daniel - In: Journal of banking & finance 72 (2016), pp. 121-132
Persistent link: https://www.econbiz.de/10011635501
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Improvements in loss given default forecasts for bank loans
Gürtler, Marc; Hibbeln, Martin - In: Journal of banking & finance 37 (2013) 7, pp. 2354-2366
Persistent link: https://www.econbiz.de/10009760650
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Are hazard models superior to traditional bankruptcy prediction approaches? : a comprehensive test
Bauer, Julian; Agarwal, Vineet - In: Journal of banking & finance 40 (2014), pp. 432-442
Persistent link: https://www.econbiz.de/10010403649
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Improving performance of corporate rating prediction models by reducing financial ratio heterogeneity
Niemann, Martin; Schmidt, Jan Hendrik; Neukirchen, Max - In: Journal of banking & finance 32 (2008) 3, pp. 434-446
Persistent link: https://www.econbiz.de/10003707782
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Should SME exposures be treated as retail or corporate exposures? : A comparative analysis of default probabilities and asset correlations in French and German SMEs
Dietsch, Michel; Petey, Joe͏̈l - In: Journal of banking & finance 28 (2004) 4, pp. 773-788
Persistent link: https://www.econbiz.de/10001956079
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Recovery rates of commercial lending : empirical evidence for German companies
Grunert, Jens; Weber, Martin - In: Journal of banking & finance 33 (2009) 3, pp. 505-513
Persistent link: https://www.econbiz.de/10003807674
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Do capital adequacy requirements reduce risks in banking?
Blum, Jürg - In: Journal of banking & finance 23 (1999) 5, pp. 755-771
Persistent link: https://www.econbiz.de/10001379061
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Bank capital and equity investment regulations
Santos, João A. C. - In: Journal of banking & finance 23 (1999) 7, pp. 1095-1120
Persistent link: https://www.econbiz.de/10001387710
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Loan loss provisioning rules, procyclicality, and financial volatility
Agénor, Pierre-Richard; Zilberman, Roy - In: Journal of banking & finance 61 (2015), pp. 301-315
Persistent link: https://www.econbiz.de/10011545413